They are indeed made out of what you may call; the purest form of cardboard.
But it's no biggy, it's a common mistake and can be semi-easily fixed, and don't think that just because you modeled along side an image it makes the model cardboard; it's very possible to make something off of an image without it being completely flat.
I've said this a few times in other threads like this but you should try working the model to be in groups, try to start of with the handle let's say and then when you've made that you can grab another cube (If you now start with that) and make the trigger guard, and then do the same thing for the body of the gun etc.
This generally allows you to scale the pieces differently to make it look like it's actually, well, 3D and then afterwards you can merge them together and connect the edges if you now want to.
Also considering using the 'Bevel' or 'Chamfer' tool that most likely is included in your 3D software of choice, it splits on edge or more (Depending on what you select of course) into double the amount and smoothes the edges out a bit whilst doing it. Do that on some edges on the gun and it'll make it look a bit better, but keep in mind not to overdo it, since it splits an edge into two it basically -if you select an edge loop let's say- adds a row of faces, increasing the poly count and possible messing up your wireframe.
This is why you need to always remember to tweak your chamfers afterwards to make it as optimal as possible.
Alucard94, lacking proper intelligence.